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Date/Time: Thu, 26 Dec 2024 18:55:19 +0000



Post From: Orderflowanalytics-style reversal bars.

[2015-09-04 16:14:53]
ejtrader - Posts: 688
Zdislav - I haven't had a chance to review the full study or had a chance to review the full code :)

However - One of the options I can think of - Check the momentum conditions only if the bar is closed as marked below.

PS: Was actually waiting for the volume cluster code as well before taking up on the full review of the code ;)

thanks



// Downside of checking this - it doesn't print the momentum bars in real-time for the very last bar.
if (sc.GetBarHasClosedStatus(sc.UpdateStartIndex) == BHCS_BAR_HAS_NOT_CLOSED)
    return;

for (int Index = sc.UpdateStartIndex; Index < sc.ArraySize; Index++)
{
const s_VolumeAtPriceV2 *p_VolumeAtPrice;
......
.....
}


Date Time Of Last Edit: 2015-09-04 16:28:53